+16,404.6%
EBAY vs FDS
+5,969.2%
+10,435.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.5% |
| 7D | -0.9% | +1.5% | -2.3% | -1.5% |
| 30D | +3.5% | +14.8% | -11.4% | -2.5% |
| 3M | +16.0% | +16.3% | -0.3% | +7.9% |
| 6M | +7.6% | +66.2% | -58.6% | -15.7% |
| YTD | +40.1% | +16.2% | +23.9% | +25.5% |
| 1Y | +45.0% | +21.8% | +23.2% | +26.8% |
| 3Y | +228.1% | -23.9% | +252.0% | +242.7% |
| 5Y | +78.6% | -23.1% | +101.8% | +83.9% |
| 10Y | +378.8% | +128.7% | +250.1% | +185.6% |
| All | +16,404.6% | +5,969.2% | +10,435.4% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling